+420.4%
TTMI vs TAP
-48.8%
+469.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.4% | -4.2% |
| 7D | -11.5% | -4.5% | -7.0% | -11.0% |
| 30D | -40.3% | +7.5% | -47.8% | -41.7% |
| 3M | -44.5% | -4.9% | -39.6% | -44.6% |
| 6M | -54.1% | -3.5% | -50.6% | -54.7% |
| YTD | +4.7% | -11.4% | +16.1% | +5.0% |
| 1Y | +3.3% | -10.8% | +14.1% | +3.1% |
| 3Y | +407.2% | -24.5% | +431.7% | +421.5% |
| 5Y | +406.5% | +2.5% | +404.1% | +367.9% |
| 10Y | +420.4% | -47.6% | +468.0% | +398.3% |
| All | +420.4% | -48.8% | +469.2% | +398.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling